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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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Vega | Theta | Gamma | Delta | Imp Vol | Vol (k) | OI (lakhs) | PoP | LTP | Strike | LTP | PoP | OI (lakhs) | Vol (k) | Imp Vol | Delta | Gamma | Theta | Vega | |
0.860 | -2.275 | 0.001 | 0.794 | 127.08% | 0.00 | 0.01 | 38.34% | 279.85 | 950PCR: 237.00 | 0.75 | 2.04% | 1.48 | 16.88 | 40.04% | -0.016 | 0.000 | -0.101 | 0.122 | Login To Trade |
0.104 | -0.063 | 0.000 | 0.987 | 29.30% | 17.50 | 0.27 | 48.32% | 178.00 | 1,000PCR: 34.07 | 1.40 | 3.83% | 9.16 | 404.38 | 35.40% | -0.032 | 0.001 | -0.162 | 0.219 | Login To Trade |
0.789 | -1.106 | 0.001 | 0.821 | 67.26% | 0.00 | 0.06 | 42.44% | 179.00 | 1,020PCR: 38.40 | 2.10 | 5.40% | 2.40 | 220.00 | 34.42% | -0.047 | 0.001 | -0.214 | 0.298 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 53.00 | 1,030PCR: 619.00 | 2.40 | 6.13% | 3.87 | 111.88 | 33.45% | -0.054 | 0.001 | -0.233 | 0.334 | Login To Trade |
0.956 | -1.690 | 0.001 | 0.752 | 84.84% | 0.00 | 0.07 | 39.31% | 180.00 | 1,040PCR: 24.18 | 2.90 | 7.20% | 1.66 | 113.13 | 32.96% | -0.065 | 0.001 | -0.264 | 0.384 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.37 | 99.00% | 125.00 | 1,050PCR: 5.69 | 3.50 | 8.30% | 2.10 | 221.25 | 32.23% | -0.077 | 0.002 | -0.292 | 0.435 | Login To Trade |
0.184 | -0.083 | 0.001 | 0.974 | 21.48% | 0.00 | 0.09 | 48.47% | 118.30 | 1,060PCR: 11.86 | 4.15 | 9.58% | 1.04 | 140.63 | 31.62% | -0.090 | 0.002 | -0.324 | 0.492 | Login To Trade |
0.804 | -0.743 | 0.002 | 0.816 | 44.31% | 7.50 | 0.11 | 43.55% | 121.60 | 1,070PCR: 18.33 | 5.30 | 11.42% | 2.06 | 220.63 | 31.49% | -0.110 | 0.002 | -0.373 | 0.569 | Login To Trade |
0.638 | -0.412 | 0.002 | 0.870 | 31.01% | 7.50 | 0.36 | 45.77% | 103.85 | 1,080PCR: 7.09 | 6.15 | 12.93% | 2.57 | 252.50 | 30.76% | -0.128 | 0.002 | -0.405 | 0.632 | Login To Trade |
0.713 | -0.453 | 0.003 | 0.847 | 30.52% | 15.00 | 0.29 | 45.17% | 95.00 | 1,090PCR: 5.81 | 7.25 | 14.69% | 1.71 | 253.13 | 30.03% | -0.149 | 0.003 | -0.439 | 0.701 | Login To Trade |
0.771 | -0.470 | 0.003 | 0.828 | 29.30% | 63.75 | 1.88 | 44.72% | 86.05 | 1,100PCR: 7.00 | 8.55 | 16.62% | 13.17 | 935.63 | 29.42% | -0.173 | 0.003 | -0.474 | 0.773 | Login To Trade |
0.826 | -0.475 | 0.003 | 0.807 | 27.59% | 20.00 | 0.88 | 44.22% | 76.60 | 1,110PCR: 1.34 | 10.35 | 18.87% | 1.18 | 248.13 | 28.93% | -0.203 | 0.003 | -0.514 | 0.852 | Login To Trade |
0.903 | -0.507 | 0.004 | 0.776 | 26.98% | 31.88 | 0.95 | 43.36% | 68.45 | 1,120PCR: 3.27 | 12.25 | 21.15% | 3.11 | 545.00 | 28.44% | -0.234 | 0.004 | -0.549 | 0.927 | Login To Trade |
0.985 | -0.549 | 0.004 | 0.737 | 26.73% | 6.88 | 0.91 | 42.12% | 60.75 | 1,130PCR: 1.74 | 14.45 | 23.56% | 1.58 | 330.00 | 27.83% | -0.271 | 0.004 | -0.579 | 0.999 | Login To Trade |
1.056 | -0.582 | 0.004 | 0.696 | 26.43% | 65.63 | 2.01 | 40.76% | 53.65 | 1,140PCR: 2.57 | 17.05 | 26.10% | 5.16 | 803.75 | 27.47% | -0.310 | 0.004 | -0.610 | 1.065 | Login To Trade |
1.118 | -0.606 | 0.005 | 0.650 | 26.00% | 193.13 | 3.42 | 39.13% | 46.60 | 1,150PCR: 2.65 | 20.00 | 28.65% | 9.06 | 1,847.50 | 26.98% | -0.353 | 0.005 | -0.630 | 1.122 | Login To Trade |
1.164 | -0.623 | 0.005 | 0.603 | 25.70% | 475.00 | 2.65 | 37.35% | 40.30 | 1,160PCR: 2.64 | 23.55 | 31.22% | 6.99 | 1,816.25 | 26.61% | -0.399 | 0.005 | -0.646 | 1.166 | Login To Trade |
1.194 | -0.632 | 0.005 | 0.551 | 25.39% | 1,743.13 | 7.93 | 35.19% | 34.40 | 1,170PCR: 0.75 | 27.60 | 33.66% | 5.98 | 2,380.00 | 26.00% | -0.448 | 0.005 | -0.647 | 1.194 | Login To Trade |
1.205 | -0.628 | 0.005 | 0.500 | 25.02% | 2,178.75 | 8.18 | 32.92% | 29.10 | 1,180PCR: 1.66 | 32.10 | 36.09% | 13.56 | 2,918.13 | 25.70% | -0.499 | 0.005 | -0.645 | 1.205 | Login To Trade |
1.194 | -0.615 | 0.005 | 0.446 | 24.72% | 1,695.63 | 5.23 | 30.34% | 23.95 | 1,190PCR: 0.87 | 37.20 | 38.39% | 4.58 | 765.63 | 25.15% | -0.553 | 0.005 | -0.625 | 1.194 | Login To Trade |
1.161 | -0.586 | 0.005 | 0.393 | 24.23% | 4,008.13 | 24.14 | 27.59% | 19.65 | 1,200PCR: 0.50 | 42.90 | 40.48% | 12.00 | 1,074.38 | 24.90% | -0.604 | 0.005 | -0.604 | 1.164 | Login To Trade |
1.106 | -0.554 | 0.005 | 0.340 | 24.05% | 1,715.63 | 7.64 | 24.67% | 15.85 | 1,210PCR: 0.39 | 49.00 | 42.41% | 2.96 | 166.88 | 24.54% | -0.656 | 0.005 | -0.568 | 1.111 | Login To Trade |
1.036 | -0.514 | 0.005 | 0.291 | 23.80% | 2,509.38 | 14.78 | 21.74% | 12.70 | 1,220PCR: 0.39 | 55.45 | 44.11% | 5.79 | 91.88 | 23.93% | -0.708 | 0.005 | -0.516 | 1.036 | Login To Trade |
0.950 | -0.469 | 0.004 | 0.245 | 23.68% | 3,227.50 | 9.51 | 18.81% | 10.15 | 1,230PCR: 0.17 | 60.90 | 46.05% | 1.61 | 16.88 | 21.73% | -0.775 | 0.005 | -0.409 | 0.905 | Login To Trade |
0.862 | -0.427 | 0.004 | 0.207 | 23.80% | 1,491.25 | 11.88 | 16.19% | 8.15 | 1,240PCR: 0.14 | 71.05 | 46.60% | 1.64 | 16.25 | 24.17% | -0.789 | 0.004 | -0.439 | 0.871 | Login To Trade |
0.764 | -0.377 | 0.004 | 0.170 | 23.68% | 1,645.63 | 17.33 | 13.62% | 6.45 | 1,250PCR: 0.12 | 79.35 | 47.56% | 2.01 | 56.25 | 24.29% | -0.824 | 0.004 | -0.396 | 0.782 | Login To Trade |
0.680 | -0.341 | 0.003 | 0.143 | 24.05% | 905.63 | 9.03 | 11.57% | 5.15 | 1,260PCR: 0.03 | 81.85 | 99.00% | 0.30 | 4.38 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.592 | -0.298 | 0.003 | 0.117 | 24.17% | 345.00 | 2.26 | 9.58% | 4.05 | 1,270PCR: 0.27 | 94.20 | 49.86% | 0.61 | 1.88 | 19.04% | -0.936 | 0.002 | -0.149 | 0.376 | Login To Trade |
0.520 | -0.266 | 0.002 | 0.097 | 24.54% | 503.13 | 6.23 | 8.07% | 3.30 | 1,280PCR: 0.03 | 88.40 | 99.00% | 0.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.453 | -0.235 | 0.002 | 0.081 | 24.90% | 448.13 | 4.82 | 6.75% | 2.70 | 1,290PCR: 0.00 | 100.75 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.381 | -0.198 | 0.002 | 0.065 | 24.90% | 1,871.88 | 21.77 | 5.42% | 2.10 | 1,300PCR: 0.04 | 123.40 | 50.53% | 0.89 | 4.38 | 20.51% | -0.968 | 0.001 | -0.092 | 0.215 | Login To Trade |
0.314 | -0.163 | 0.001 | 0.051 | 24.90% | 110.00 | 2.39 | 4.26% | 1.55 | 1,310PCR: 0.00 | 105.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.281 | -0.150 | 0.001 | 0.044 | 25.63% | 240.63 | 5.29 | 3.69% | 1.35 | 1,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.192 | -0.104 | 0.001 | 0.028 | 25.88% | 290.00 | 5.25 | 2.32% | 0.85 | 1,340PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.157 | -0.089 | 0.001 | 0.022 | 27.34% | 93.75 | 7.58 | 1.80% | 0.55 | 1,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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